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QQQ vs. IGLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQQ vs. IGLB

Last updated Jun 9, 2026

QQQ (Invesco QQQ ETF) and IGLB (iShares 10+ Year Investment Grade Corporate Bond ETF) are both exchange-traded funds - QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IGLB is a Corporate Bonds fund tracking the ICE BofAML10+ Year US Corporate Index. Both are passively managed. Over the past 10 years, QQQ returned 21.59%/yr vs 2.07%/yr for IGLB. At a 0.05 correlation, their price movements are largely independent. QQQ charges 0.18%/yr vs 0.06%/yr for IGLB.

Performance

QQQ vs. IGLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQ achieves a 16.71% return, which is significantly higher than IGLB's 0.07% return. Over the past 10 years, QQQ has outperformed IGLB with an annualized return of 21.59%, while IGLB has yielded a comparatively lower 2.07% annualized return.

QQQ

1D
1.56%
1M
0.68%
YTD
16.71%
6M
15.00%
1Y
35.78%
3Y*
27.15%
5Y*
16.98%
10Y*
21.59%

IGLB

1D
-0.28%
1M
-0.68%
YTD
0.07%
6M
-0.21%
1Y
6.90%
3Y*
4.37%
5Y*
-2.01%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. IGLB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF		16.71%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF		0.07%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%12.15%

Correlation

The correlation between QQQ and IGLB is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2009

0.05

Over the past year, QQQ and IGLB have become more correlated (0.33) than their long-term average of 0.05, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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Invesco QQQ ETF

iShares 10+ Year Investment Grade Corporate Bond ETF

Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI
Often compared with IGLB:
IGLB vs. VCLTIGLB vs. IGEBIGLB vs. TLTIGLB vs. SGOVIGLB vs. SPLBIGLB vs. LQDIGLB vs. GTO

Return for Risk

QQQ vs. IGLB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7070
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6868
Martin Ratio Rank
IGLB
IGLB Risk / Return Rank: 2727
Overall Rank
IGLB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2525
Omega Ratio Rank
IGLB Calmar Ratio Rank: 3030
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQQ vs. IGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

QQQIGLBDifference
Sharpe ratioReturn per unit of total volatility
2.15
0.89

+1.26

Sortino ratioReturn per unit of downside risk
2.77
1.30

+1.47

Omega ratioGain probability vs. loss probability

1.38

1.16

+0.22

Calmar ratioReturn relative to maximum drawdown

3.00

1.34

+1.67

Martin ratioReturn relative to average drawdown

11.43

3.33

+8.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQQ vs. IGLB - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.15, which is higher than the IGLB Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of QQQ and IGLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

QQQIGLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.89

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

-0.16

+0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.17

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.37

+0.03

Drawdowns

QQQ vs. IGLB - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than IGLB's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for QQQ and IGLB.

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Drawdown Indicators

QQQIGLBDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-34.12%

-48.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-5.19%

-6.77%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-12.87%

-9.90%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-34.12%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-34.12%

-1.00%

Current Drawdown

Current decline from peak

-4.03%

-14.36%

+10.33%

Average Drawdown

Average peak-to-trough decline

-32.77%

-8.11%

-24.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.08%

+1.06%

Volatility

QQQ vs. IGLB - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 6.84% compared to iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) at 2.26%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than IGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQQIGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

2.26%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

5.75%

+7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

7.79%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

12.39%

+10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

12.54%

+9.82%

QQQ vs. IGLB - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is higher than IGLB's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

QQQ vs. IGLB - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than IGLB's 5.30% yield.

PositionTTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF		5.30%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
QQQ
Invesco QQQ ETF		0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

QQQ and IGLB have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQ has higher volatility (6.84%) compared to IGLB (2.26%). In terms of maximum drawdown, QQQ dropped -82.97% vs IGLB's -34.12%.

On 10-year performance, QQQ leads with 21.59% vs 2.07% for IGLB. On fees, IGLB is cheaper at 0.06% per year. On volatility, IGLB has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QQQ has performed better with a 21.59% return vs 2.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB is cheaper with a 0.06% expense ratio, compared with 0.18% for QQQ.

IGLB has the higher dividend yield at 5.30%, compared with 0.39% for QQQ.

QQQ is categorized as Nasdaq-100, while IGLB is Corporate Bonds. QQQ tracks NASDAQ-100 Index, while IGLB tracks ICE BofAML10+ Year US Corporate Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for QQQ and 0.06% for IGLB.

QQQ currently has the higher Sharpe Ratio (2.15 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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